+2,043.2%
LLY vs A
+319.7%
+1,723.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.4% |
| 7D | -4.5% | -0.1% | -4.4% | -4.5% |
| 30D | +13.9% | +3.4% | +10.6% | +12.5% |
| 3M | +13.8% | +23.8% | -10.1% | +5.4% |
| 6M | +37.6% | +49.0% | -11.4% | +18.9% |
| YTD | +26.6% | +29.4% | -2.8% | +14.6% |
| 1Y | +45.3% | +19.4% | +26.0% | +35.2% |
| 3Y | +132.2% | +66.2% | +66.0% | +87.1% |
| 5Y | +434.7% | +15.8% | +418.9% | +379.0% |
| All | +2,043.2% | +319.7% | +1,723.5% | +1,009.7% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded A wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling